Activated Random Walkers: Facts, Conjectures and Challenges

We study a particle system with hopping (random walk) dynamics on the integer lattice ? ^d . The particles can exist in two states, active or inactive (sleeping); only the former can hop. The dynamics conserves the number of particles; there is no limit on the number of particles at a given site. Isolated active particles fall asleep at rate λ>0, and then remain asleep until joined by another particle at the same site. The state in which all particles are inactive is absorbing. Whether activity continues at long times depends on the relation between the particle density ζ and the sleeping rate λ. We discuss the general case, and then, for the one-dimensional totally asymmetric case, study the phase transition between an active phase (for sufficiently large particle densities and/or small λ) and an absorbing one. We also present arguments regarding the asymptotic mean hopping velocity in the active phase, the rate of fixation in the absorbing phase, and survival of the infinite system at criticality. Using mean-field theory and Monte Carlo simulation, we locate the phase boundary. The phase transition appears to be continuous in both the symmetric and asymmetric versions of the process, but the critical behavior is very different. The former case is characterized by simple integer or rational values for critical exponents (β=1, for example), and the phase diagram is in accord with the prediction of mean-field theory. We present evidence that the symmetric version belongs to the universality class of conserved stochastic sandpiles, also known as conserved directed percolation. Simulations also reveal an interesting transient phenomenon of damped oscillations in the activity density.     

Non-Equilibrium Statistical Physics of Currents in Queuing Networks

We consider a stable open queuing network as a steady non-equilibrium system of interacting particles. The network is completely specified by its underlying graphical structure, type of interaction at each node, and the Markovian transition rates between nodes. For such systems, we ask the question “What is the most likely way for large currents to accumulate over time in a network ?”, where time is large compared to the system correlation time scale. We identify two interesting regimes. In the first regime, in which the accumulation of currents over time exceeds the expected value by a small to moderate amount (moderate large deviation), we find that the large-deviation distribution of currents is universal (independent of the interaction details), and there is no long-time and averaged over time accumulation of particles (condensation) at any nodes. In the second regime, in which the accumulation of currents over time exceeds the expected value by a large amount (severe large deviation), we find that the large-deviation current distribution is sensitive to interaction details, and there is a long-time accumulation of particles (condensation) at some nodes. The transition between the two regimes can be described as a dynamical second order phase transition. We illustrate these ideas using the simple, yet non-trivial, example of a single node with feedback.     

The ground state of the two-leg Hubbard ladder a density-matrix renormalization group study

We present density-matrix renormalization group results for the ground state properties of two-leg Hubbard ladders. The half-filled Hubbard ladder is an insulating spin-gapped system, exhibiting a crossover from a spin liquid to a band insulator as a function of the interchain hopping matrix element. When the system is doped, there is a parameter range in which the spin gap remains. In this phase, the doped holes from singlet pairs and the pair field and the “4k_F” density correlations associated with pair-density fluctuations decay as power laws, while the “2k_F” charge density wave correlations decay exponentially. We discuss the behavior of the exponents of the pairing and density correlations within this spin-gapped phase. Additional one-band Luttinger liquid phases which occur in the large interband hopping regime are also discussed.     

Instability transitions and ensemble equivalence in diffusive flow

We investigate the critical behavior of one-dimensional (1D) stochastic flow with competing nonlocal and local hopping events, in context of the totally asymmetric simple exclusion process (TASEP) with a defect site in a 1D closed chain. The defect site can effectively generate various boundary conditions, controlling the total number of particles in the system. Both open and periodic-like setups exhibit dynamic instability transitions from a populated finite density phase to an empty road (ER) phase as the nonlocal hopping rate increases. In the stationary populated phase, strong clustering promoted by nonlocal skids drives such transitions and determines their scaling properties. By static and dynamic simulations, we locate such transition points, and discuss their nature and scaling properties. In the open TASEP variant, we numerically establish that the instability transition into the ER phase is second order in the regime where the entry point reservoir controls the current, while it is first order in the regime where the bulk controls the current. Since it is well known that such transitions are absent in the periodic TASEP variant, we compare our results in the open setup with those in the periodic-like setup, and discuss the issue of the ensemble equivalence. Finally, the same discussion is extended to the symmetric cases.      

Effect of unequal injection rates and different hopping rates on asymmetric exclusion processes with junction

In this paper, the effects of unequal injection rates and different hopping rates on the asymmetric simple exclusion process (ASEP) with a 2-input 1-output junction are studied by using a simple mean-field approach and extensive computer simulations. The steady-state particle currents, the density profiles, and the phase diagrams are obtained. It is shown that with unequal injection rates and different hopping rates, the phase diagram structure is qualitatively changed. The theoretical calculations are in good agreement with Monte Carlo simulations.     

Phase diagram of Bose-Fermi mixtures in one-dimensional optical lattices

The ground state phase diagram of the one-dimensional Bose-Fermi Hubbard model is studied in the canonical ensemble using a quantum Monte Carlo method. We focus on the case where both species have half filling in order to maximize the pairing correlations between the bosons and the fermions. In case of equal hopping we distinguish among phase separation, a Luttinger liquid phase, and a phase characterized by strong singlet pairing between the species. True long-range density waves exist with unequal hopping amplitudes.     

Quench dynamics of ultracold atoms in one-dimensional optical lattices with artificial gauge fields

We study the quench dynamics of noninteracting ultracold atoms loaded in one-dimensional(1D) optical lattices with artificial gauge fields, which are modeled by lattices with complex hopping coefficients. After suddenly changing the hopping coefficient, time evolutions of the density distribution, momentum distribution, and mass current at the center are studied for both finite uniform systems and trapped systems. Effects of filling factor, system size, statistics, harmonic trap, and phase difference in hopping are identified, and some interesting phenomena show up. For example, for a finite uniform fermionic system shock and rarefaction wave plateaus are formed at two ends, whose wave fronts move linearly with speed equaling to the maximal absolute group velocity. While for a finite uniform bosonic system the whole density distribution moves linearly at the group velocity. Only in a finite uniform fermionic system there can be a constant quasisteady-state current, whose amplitude is decided by the phase difference and filling factor. The quench dynamics can be tested in ultracold atoms with minimal modifications of available experimental techniques, and it is a very interesting and fundamental example of the transport phenomena and the nonequilibrium dynamics.     

The filtering characteristics of simple grating optical low-pass filters

We studied the characteristics of a two-dimensional grating optical low-pass filter (GOLF) theoretically and experimentally. The modulation transfer function (MTF) of an optical system that consists of a lens and a GOLF is theoretically derived by taking all orders of diffracted beams into consideration. The MTFs of a two-phase chess-board-type GOLF and a three-phase GOLF were calculated for various phase differences and compared with that of a birefringent low-pass filter (BLF). The three-phase GOLF with nine center beams of equal strength removes most moiré fringes, but the resolution degradation is severe compared to the BLF. The two-phase GOLF with a phase difference of 180°, which is similar to the BLF in term of beam distribution, has a medium characteristic somewhere between those of the three-phase GOLF and the BLF. Samples of two GOLFs are made and experimented on by attaching them to a digital camera. The experimental result coincides with the theoretical development. Received: 31 October 2001 / Revised version: 4 March 2002 / Published online: 2 May 2002     

Dynamics of a Tagged Particle in the Asymmetric Exclusion Process with the Step Initial Condition

The one-dimensional totally asymmetric simple exclusion process (TASEP) is considered. We study the time evolution property of a tagged particle in the TASEP with the step initial condition. Calculated is the multi-time joint distribution function of its position. Using the relation of the dynamics of the TASEP to the Schur process, we show that the function is represented as the Fredholm determinant. We also study the scaling limit. The universality of the largest eigenvalue in the random matrix theory is realized in the limit. When the hopping rates of all particles are the same, it is found that the joint distribution function converges to that of the Airy process after the time at which the particle begins to move. On the other hand, when there are several particles with small hopping rate in front of a tagged particle, the limiting process changes at a certain time from the Airy process to the process of the largest eigenvalue in the Hermitian multi-matrix model with external sources.     

Mott Law as Lower Bound for a Random Walk in a Random Environment

We consider a random walk on the support of an ergodic stationary simple point process on ℝ^d, d≥2, which satisfies a mixing condition w.r.t. the translations or has a strictly positive density uniformly on large enough cubes. Furthermore the point process is furnished with independent random bounded energy marks. The transition rates of the random walk decay exponentially in the jump distances and depend on the energies through a factor of the Boltzmann-type. This is an effective model for the phonon-induced hopping of electrons in disordered solids within the regime of strong Anderson localization. We show that the rescaled random walk converges to a Brownian motion whose diffusion coefficient is bounded below by Mott's law for the variable range hopping conductivity at zero frequency. The proof of the lower bound involves estimates for the supercritical regime of an associated site percolation problem.     

Zero-Range Process with Open Boundaries

We calculate the exact stationary distribution of the one-dimensional zero-range process with open boundaries for arbitrary bulk and boundary hopping rates. When such a distribution exists, the steady state has no correlations between sites and is uniquely characterized by a space-dependent fugacity which is a function of the boundary rates and the hopping asymmetry. For strong boundary drive the system has no stationary distribution. In systems which on a ring geometry allow for a condensation transition, a condensate develops at one or both boundary sites. On all other sites the particle distribution approaches a product measure with the finite critical density ρ_c. In systems which do not support condensation on a ring, strong boundary drive leads to a condensate at the boundary. However, in this case the local particle density in the interior exhibits a complex algebraic growth in time. We calculate the bulk and boundary growth exponents as a function of the system parameters.     

Anomalous Hall effect in ferromagnetic semiconductors in the hopping transport regime

We present a theory of the anomalous Hall effect in ferromagnetic (Ga,Mn)As in the regime when conduction is due to phonon-assisted hopping of holes between localized states in the impurity band. We show that the microscopic origin of the anomalous Hall conductivity in this system can be attributed to a phase that a hole gains when hopping around closed-loop paths in the presence of spin-orbit interactions and background magnetization of the localized Mn moments. Mapping the problem to a random resistor network, we derive an analytic expression for the macroscopic anomalous Hall conductivity sigma(AH)(xy). We show that sigma(AH)(xy) is proportional to the first derivative of the density of states varrho(epsilon) and thus can be expected to change sign as a function of impurity band filling. We also show that sigma(AH)(xy) depends on temperature as the longitudinal conductivity sigma(xx) within logarithmic accuracy.     

Dynamics of a disordered, driven zero-range process in one dimension

We study a disordered, driven zero range process which models a closed system of attractive particles that hop with site-dependent rates and whose steady state shows a condensation transition with increasing density. We characterize the dynamical properties of the mass fluctuations in the steady state in one dimension both analytically and numerically and show that there is a dynamic phase transition in the density-disorder plane. We also determine the form of the scaling function which describes the growth of the condensate as a function of time, starting from a uniform density distribution.     

Wetting in Multiphase Systems with Complex Geometries

We address the shape and distribution of two-phase systems embedded within a third phase. To motivate this work, we begin by describing transmission electron microscopy observations of the configurations adopted by the solid and vapor phases of lead when these are confined together within a silicon cavity. We then perform analytical calculations of the stability of various possible configurations of two-phase systems confined in a cubic-shaped cavity. The most stable configurations are a function of the volume ratio of the two phases in the cavity, and of a parameter describing the wetting behavior in the three-phase system. The wealth of configurations obtained for embedded solid/fluid or condensed/fluid phases within a solid cavity is presented. Wetting anisotropy on the walls of the cavity, and the faceted or isotropic character of the interface between the two embedded phases, are shown to be physical parameters that determine the number of possible stable configurations.     

Effect of particles on the flow structure and dispersion of solid impurities in a two-phase axisymmetric jet

The Euler approach is used for studying the structure of a flow and the propagation of a disperse impurity in a submerged two-phase jet for small values of the mass concentration of particles (M _L1 = 0 to 0.5) upon a variation of the size and material of particles in a wide range. The effect of particles on the propagation of a two-phase jet, gas turbulence, and solid phase dispersion is analyzed. The addition of particles decreases the jet opening angle, increases the jet range, suppresses turbulence, and deteriorates turbulent mixing with the surrounding submerged space. It is shown that at the first stage, particle accumulation effects (pinching) in the axial region of the jet appear upon an increase in the particle size and the density of the particle material. Then, upon an increase in the inertia of particles, pinching changes to intense scattering of the disperse phase in the initial cross sections of the jet. The results are compared with the results of measurements for mono- and polydisperse two-phase jet flows.     

Effective Hamiltonians and Phase Diagrams for Tight-Binding Models

We present rigorous results for several variants of the Hubbard model in the strong-coupling regime. We establish a mathematically controlled perturbation expansion which shows how previously proposed effective interactions are, in fact, leading-order terms of well-defined (volume-independent) unitarily equivalent interactions. In addition, in the very asymmetric (Falicov–Kimball) regime, we are able to apply recently developed phase-diagram technology (quantum Pirogov–Sinai theory) to conclude that the zero-temperature phase diagrams obtained for the leading classical part remain valid, except for thin excluded regions and small deformations, for the full-fledged quantum interaction at zero or low temperature. Moreover, the phase diagram is stable against addition of arbitrary, but sufficiently small further quantum terms that do not break the ground-state symmetries. This generalizes and unifies a number of previous results on the subject; in particular, published results on the zero-temperature phase diagram of the Falikov–Kimball model (with and without magnetic flux) are extended to small temperatures and/or small ionic hopping. We give explicit expressions for the first few orders, in the hopping amplitude, of equivalent interactions, and we describe the resulting phase diagram. Our approach yields algorithms to compute equivalent interactions to arbitrarily high order in the hopping amplitude.     

Dynamics of a stochastically driven Brownian particle in one dimension

We present a study on the dynamics of a system consisting of a pair of hardcore particles diffusing with different rates. We solved the drift-diffusion equation for this model in the case when one particle, labeled F, drifts and diffuses slowly toward the second particle, labeled M. The displacements of particle M exhibits a crossover from diffusion to drift at a characteristic time which depends on the rate constants. We show that the positional fluctuation of M exhibits an intermediate crossover regime of subdiffusion separating initial and asymptotic diffusive behavior; this is in agreement with the complete set of Master Equations that describe the stochastic evolution of the model. The intermediate crossover regime can be considerably large depending on the hopping probabilities of the two particles. This is in contrast to the known crossover from diffusive to subdiffusive behavior of a tagged particle that is in the interior of a large single-file system on an unbound real line. We discuss our model with respect to the biological phenomena of membrane protrusions, where polymerizing actin filaments (F) push the cell membrane (M).     

Locating the minimum: Approach to equilibrium in a disordered, symmetric zero range process

We consider the dynamics of the disordered, one-dimensional, symmetric zero range process in which a particle from an occupied site k hops to its nearest neighbor with a quenched rate w(k). These rates are chosen randomly from the probability distribution f(w) ∼ (w − c) ⁿ , where c is the lower cutoff. For n>0, this model is known to exhibit a phase transition in the steady state from a low density phase with a finite number of particles at each site to a high density aggregate phase in which the site with the lowest hopping rate supports an infinite number of particles. In the latter case, it is interesting to ask how the system locates the site with globally minimum rate. We use an argument based on the local equilibrium, supported by Monte Carlo simulations, to describe the approach to the steady state. We find that at large enough time, regions with a smooth density profile are described by a diffusion equation with site-dependent rates, while the isolated points where the mass distribution is singular act as the boundaries of these regions. Our argument implies that the relaxation time scales with the system size L as L ^z with z = 2 + 1/(n + 1) for n>1 and suggests a different behavior for n<1.